CRIX - VCRIX




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General Information

Title Authors Year Get
Programming Code
Simon Trimborn
2015


  • Crypto Option Pricing Tool
Ivan Perez
2018


Introductory Slides The CRIX Team 2019
  • R Package
Simon Trimborn
2019


Publications

Title Authors Year Get
CRIX – or Evaluating Blockchain-Based Currencies
Wolfgang Karl Härdle, Simon Trimborn 2015

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach
Simon Trimborn, Mingyang Li, Wolfgang Karl Härdle 2017
CRIX – an Index for Crypto-Currencies
Simon Trimborn, Wolfgang Karl Härdle 2018

Investing with Crypto-Currencies – Evaluating the Potential of Portfolio Allocation Strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle, Hermann Elendner 2018

Pricing Cryptocurrency Options: The Case of CRIX and Bitcoin
Cathy YH Chen, Wolfgang Karl Härdle, Ai Jun Hou, Weining Wang 2018
Econometric Analysis of a Cryptocurrency Index for Portfolio Investment Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, Teik Ming Lee, Bobby Ong 2018
The Cross-Section of Crypto-Currencies as Financial Assets: Investing in Crypto-Currencies Beyond Bitcoin Hermann Elendner, Simon Trimborn, Bobby Ong, Teik Ming Lee 2018
VCRIX - A Volatility Index for Crypto-Currencies Alisa Kim, Simon Trimborn, Wolfgang Karl Härdle 2019

Related websites

Website Description
Coinmarketcap Contains a broad overview on the cryptocurrency market with several financial data.
Coingecko Provides a ranking for cryptocurrencies based on information other than market data.
Blockchain.info Provides information about the transactions on the Bitcoin Blockchain.